Get Trading Data, from Yahoo, in your Matlab Workpace (or Excel) (Scripts) Publisher's description
from Marcelo Perlin
This is a simple algorithm that downloads trading data from yahoo database.
This is a simple algorithm that downloads trading data from yahoo database. It is basically a large scale application of sqq.m which was originally submitted by Michael Boldin, link at acknowledgements.
Some of the functionalities of the package:
- User defined ticker list.
- Choice for benchmark ticker in dates comparison
- Function for downloading most recent SP500 composition in ticker list.
- Control for bad data (e.g. a certain percentage of prices missing).
- Choice of frequency of data (e.g. weekly prices).
- Choice of starting and ending data.
- Function for saving the whole data in a pre-formatted excel file together with a full reports on missing data.
System Requirements:MATLAB 7.6 (R2008a)
Program Release Status: New Release
Program Install Support: Install and Uninstall